+240.3%
UMC vs IAU
+19.7%
+220.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.1% |
| 7D | +9.0% | -2.0% | +11.0% | +9.8% |
| 30D | +17.2% | -1.5% | +18.8% | +17.7% |
| 3M | +11.4% | +3.3% | +8.1% | +9.4% |
| 6M | +137.5% | -16.2% | +153.7% | +152.4% |
| YTD | +193.1% | +0.7% | +192.4% | +190.5% |
| 1Y | +240.3% | +19.2% | +221.1% | +196.9% |
| All | +240.3% | +19.7% | +220.6% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling